An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market

Haibin Zhu ()

Journal of Financial Services Research, 2006, vol. 29, issue 3, 235 pages

Keywords: Credit default swap; Credit risk pricing; Price discovery; G1 (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (193)

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DOI: 10.1007/s10693-006-7626-x

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